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 predictive performance


Gaussian Process-based learning with new MCMC-based implementation of Wishart prior on correlation matrix

arXiv.org Machine Learning

Gaussian Process (GP) models are widely used as probabilistic models for nonlinear functions because they combine flexible function modelling with uncertainty quantification (Rasmussen and Williams, 2006; Williams, 1998; MacKay, 1992; Neal, 1995). Their predictive performance depends heavily on how kernel hyperparameters are learnt (Sundararajan and Keerthi, 2001). This becomes especially important in higher-dimensional multivariate settings, where many input-specific hyperparameters may be present and where only some inputs may contribute meaningful predictive structure (MacKay, 1992; Neal, 1995; Rasmussen and Williams, 2006; Linkletter et al., 2006; Paananen et al., 2019). In standard Bayesian formulations of GP learning, prior specification is usually imposed directly on kernel hyperparameters such as lengthscales, amplitude parameters, and noise terms (Rasmussen and Williams, 2006; Williams, 1998). This is natural from a modelling point of view, but it does not always give useful control over the covariance structure that those hyperparameters induce over the observed design points (Barnard et al., 2000; Gelman, 2006; Daniels and Kass, 1999; Huang and Wand, 2013). However, it is this induced covariance matrix that directly governs likelihood evaluation, numerical stability, and predictive behaviour (Rasmussen and Williams, 2006; Stein, 1999). 1


Tuning Derivatives for Causal Fairness in Machine Learning

arXiv.org Machine Learning

Artificial-intelligence systems are becoming ubiquitous in society, yet their predictions typically inherit biases with respect to protected attributes such as race, gender, or age. Classical fairness notions, most notably Statistical Parity (SP), demand that predictions be independent of the protected attributes, but are overly restrictive when these attributes influence mediating variables that are considered business necessities. Recent causal formulations relax SP by distinguishing allowed from not-allowed causal paths and by complementing SP with Predictive Parity (PP), requiring the predictor to replicate the legitimate influence of business-necessities. Existing path-based definitions are mainly practical when applied to categorical attributes. This paper introduces a new framework for fairness in structural causal models that is tailored to continuous protected attributes. We formalize SP and PP through path-specific partial derivatives, establish conditions under which these criteria coincide with prior causal definitions, and characterize when a fair predictor, one that satisfies SP along not-allowed paths while achieving PP along allowed paths, exists. Building on this theory, we propose a fair tuning algorithm that either constructs such a predictor or, when not possible, allows for a trade-off between SP and PP. We present experiments on simulated and real data to evaluate our proposal, compare it with previously proposed methods, and show that it performs better when PP is considered.


SCOPE-FE: Structured Control of Operator and Pairwise Exploration for Feature Engineering

arXiv.org Machine Learning

Automatic feature engineering is an effective approach for improving predictive performance in tabular learning. However, expand-and-reduce methods, such as OpenFE, become increasingly computationally expensive as the input dimensionality grows. This limitation arises primarily from the combinatorial explosion of candidate features generated through operator-feature combinations. To address this issue, we propose SCOPE-FE, a structured search space control framework that improves efficiency by reducing the candidate space prior to feature generation. SCOPE-FE jointly regulates two major sources of combinatorial growth: the operator space and feature-pair space. First, OperatorProbing estimates the dataset-specific utility of candidate operators and eliminates low-contribution operators in advance. Second, FeatureClustering employs spectral embedding and fuzzy c-means clustering to group structurally related features, thereby restricting candidate generation to relevant within-cluster combinations. In addition, we introduce ReliabilityScoring, which incorporates variance across subsamples to stabilize pruning decisions. Experiments on ten benchmark datasets demonstrate that SCOPE-FE substantially reduces feature engineering time while maintaining competitive predictive performance relative to existing baselines. The efficiency gains are particularly pronounced for high-dimensional datasets. These results indicate that structured control of the search space is an effective strategy for scalable automatic feature engineering. The code will be made publicly available upon acceptance.


Bayesian Metric Learning for Uncertainty Quantification in Image Retrieval

Neural Information Processing Systems

We propose a Bayesian encoder for metric learning. Rather than relying on neural amortization as done in prior works, we learn a distribution over the network weights with the Laplace Approximation. We first prove that the contrastive loss is a negative log-likelihood on the spherical space. We propose three methods that ensure a positive definite covariance matrix. Lastly, we present a novel decomposition of the Generalized Gauss-Newton approximation. Empirically, we show that our Laplacian Metric Learner (LAM) yields well-calibrated uncertainties, reliably detects out-of-distribution examples, and has state-of-the-art predictive performance.


Supplementary information for: Natural image synthesis for the retina with variational information bottleneck representation

Neural Information Processing Systems

To obtain a bound on the Information Bottleneck Gaussian Process (IB-GP) objective, we use the Markov chain constraint Y X Z and the factorized joint distribution [2]: p(X,Y,Z) = p(Y|X,Z)p(Z|X)p(X) = p(Y|X)p(Z|X)p(X) (1) to expand the mutual information terms in LIB = max I(Z,Y) ฮฒI(Z,X) . Henceforth, we use the stochastic encoder pฯ•(Z|X)parameterized by ฯ•as an approximation for p(Z|X). In practice computation of H(Z) might be intractable (even though P(Z)is well defined). Therefore, a variational approximation ฯ(Z) is used in place of p(Z) such that KL(p(Z),ฯ(Z)) is minimal. In practice computation of p(Y,Z)and p(Y|Z)might be intractable (even though they are well defined).



Cost-optimal Sequential Testing via Doubly Robust Q-learning

arXiv.org Machine Learning

Clinical decision-making often involves selecting tests that are costly, invasive, or time-consuming, motivating individualized, sequential strategies for what to measure and when to stop ascertaining. We study the problem of learning cost-optimal sequential decision policies from retrospective data, where test availability depends on prior results, inducing informative missingness. Under a sequential missing-at-random mechanism, we develop a doubly robust Q-learning framework for estimating optimal policies. The method introduces path-specific inverse probability weights that account for heterogeneous test trajectories and satisfy a normalization property conditional on the observed history. By combining these weights with auxiliary contrast models, we construct orthogonal pseudo-outcomes that enable unbiased policy learning when either the acquisition model or the contrast model is correctly specified. We establish oracle inequalities for the stage-wise contrast estimators, along with convergence rates, regret bounds, and misclassification rates for the learned policy. Simulations demonstrate improved cost-adjusted performance over weighted and complete-case baselines, and an application to a prostate cancer cohort study illustrates how the method reduces testing cost without compromising predictive accuracy.


Aligning Validation with Deployment: Target-Weighted Cross-Validation for Spatial Prediction

arXiv.org Machine Learning

Cross-validation (CV) is commonly used to estimate predictive risk when independent test data are unavailable. Its validity depends on the assumption that validation tasks are sampled from the same distribution as prediction tasks encountered during deployment. In spatial prediction and other settings with structured data, this assumption is frequently violated, leading to biased estimates of deployment risk. We propose Target-Weighted CV (TWCV), an estimator of deployment risk that accounts for discrepancies between validation and deployment task distributions, thus accounting for (1) covariate shift and (2) task-difficulty shift. We characterize prediction tasks by descriptors such as covariates and spatial configuration. TWCV assigns weights to validation losses such that the weighted empirical distribution of validation tasks matches the corresponding distribution over a target domain. The weights are obtained via calibration weighting, yielding an importance-weighted estimator that targets deployment risk. Since TWCV requires adequate coverage of the deployment distribution's support, we combine it with spatially buffered resampling that diversifies the task difficulty distribution. In a simulation study, conventional as well as spatial estimators exhibit substantial bias depending on sampling, whereas buffered TWCV remains approximately unbiased across scenarios. A case study in environmental pollution mapping further confirms that discrepancies between validation and deployment task distributions can affect performance assessment, and that buffered TWCV better reflects the prediction task over the target domain. These results establish task distribution mismatch as a primary source of CV bias in spatial prediction and show that calibration weighting combined with a suitable validation task generator provides a viable approach to estimating predictive risk under dataset shift.


Towards Principled Graph Transformers

Neural Information Processing Systems

The expressive power of graph learning architectures based on the $k$-dimensional Weisfeiler-Leman ($k$-WL) hierarchy is well understood. However, such architectures often fail to deliver solid predictive performance on real-world tasks, limiting their practical impact. In contrast, global attention-based models such as graph transformers demonstrate strong performance in practice, but comparing their expressive power with the $k$-WL hierarchy remains challenging, particularly since these architectures rely on positional or structural encodings for their expressivity and predictive performance. To address this, we show that the recently proposed Edge Transformer, a global attention model operating on node pairs instead of nodes, has 3-WL expressive power when provided with the right tokenization. Empirically, we demonstrate that the Edge Transformer surpasses other theoretically aligned architectures regarding predictive performance while not relying on positional or structural encodings.


A Model Ensemble-Based Post-Processing Framework for Fairness-Aware Prediction

arXiv.org Machine Learning

Striking an optimal balance between predictive performance and fairness continues to be a fundamental challenge in machine learning. In this work, we propose a post-processing framework that facilitates fairness-aware prediction by leveraging model ensembling. Designed to operate independently of any specific model internals, our approach is widely applicable across various learning tasks, model architectures, and fairness definitions. Through extensive experiments spanning classification, regression, and survival analysis, we demonstrate that the framework effectively enhances fairness while maintaining, or only minimally affecting, predictive accuracy.